The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ACORDA THERAPEUTICS INC | NOTE 1.750% 6/1 | 00484MAA4 | 4,964 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
| ALASKA COMMUNICATIONS SYS GR | NOTE 6.250% 5/0 | 01167PAE1 | 2,003 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| ALBANY MOLECULAR RESH INC | NOTE 2.250%11/1 | 012423AB5 | 6,175 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| ALTRA INDL MOTION CORP | NOTE 2.750% 3/0 | 02208RAE6 | 4,736 | 4,500,000 | SH | SOLE | 4,500,000 | 0 | 0 | ||
| ARRAY BIOPHARMA INC | NOTE 3.000% 6/0 | 04269XAA3 | 2,188 | 2,220,000 | SH | SOLE | 2,220,000 | 0 | 0 | ||
| ASCENT CAP GROUP INC | NOTE 4.000% 7/1 | 043632AA6 | 1,800 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| BARCLAYS BK PLC | IPATH S&P MT ETN | 06740C519 | 195 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| BLUCORA INC | NOTE 4.250% 4/0 | 095229AB6 | 5,218 | 5,500,000 | SH | SOLE | 5,500,000 | 0 | 0 | ||
| DEPOMED INC | NOTE 2.500% 9/0 | 249908AA2 | 7,140 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| EMERGENT BIOSOLUTIONS INC | NOTE 2.875% 1/1 | 29089QAB1 | 3,407 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| ENCORE CAP GROUP INC | NOTE 3.000% 7/0 | 292554AF9 | 6,021 | 6,070,000 | SH | SOLE | 6,070,000 | 0 | 0 | ||
| ENDOLOGIX INC | NOTE 2.250%12/1 | 29266SAA4 | 5,340 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| ENVESTNET INC | NOTE 1.750%12/1 | 29404KAA4 | 2,220 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| FXCM INC | NOTE 2.250% 6/1 | 302693AB2 | 2,340 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| FLUIDIGM CORP DEL | NOTE 2.750% 2/0 | 34385PAA6 | 3,327 | 4,550,000 | SH | SOLE | 4,550,000 | 0 | 0 | ||
| FORESTAR GROUP INC | NOTE 3.750% 3/0 | 346232AB7 | 4,479 | 5,250,000 | SH | SOLE | 5,250,000 | 0 | 0 | ||
| HEALTHWAYS INC | NOTE 1.500% 7/0 | 422245AB6 | 6,004 | 6,500,000 | SH | SOLE | 6,500,000 | 0 | 0 | ||
| HELIX ENERGY SOLUTIONS GRP I | NOTE 3.250% 3/1 | 42330PAG2 | 2,452 | 3,000,000 | SH | SOLE | 3,000,000 | 0 | 0 | ||
| HORSEHEAD HLDG CORP | NOTE 3.800% 7/0 | 440694AB3 | 3,488 | 5,226,000 | SH | SOLE | 5,226,000 | 0 | 0 | ||
| INSULET CORP | NOTE 2.000% 6/1 | 45784PAD3 | 3,413 | 3,700,000 | SH | SOLE | 3,700,000 | 0 | 0 | ||
| INTERDIGITAL INC | NOTE 2.500% 3/1 | 458660AB3 | 3,676 | 3,545,000 | SH | SOLE | 3,545,000 | 0 | 0 | ||
| INVENSENSE INC | NOTE 1.750%11/0 | 46123DAB2 | 1,799 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| M/I HOMES INC | NOTE 3.250% 9/1 | 55292PAA3 | 3,814 | 3,430,000 | SH | SOLE | 3,430,000 | 0 | 0 | ||
| MERCADOLIBRE INC | NOTE 2.250% 7/0 | 58733RAB8 | 1,956 | 2,000,000 | SH | SOLE | 2,000,000 | 0 | 0 | ||
| PHOTRONICS INC | NOTE 3.250% 4/0 | 719405AH5 | 3,984 | 3,868,000 | SH | SOLE | 3,868,000 | 0 | 0 | ||
| PROTALIX BIOTHERAPEUTICS INC | NOTE 4.500% 9/1 | 74365AAB7 | 1,851 | 2,600,000 | SH | SOLE | 2,600,000 | 0 | 0 | ||
| QUANTUM CORP | NOTE 4.500%11/1 | 747906AJ4 | 5,946 | 7,100,000 | SH | SOLE | 7,100,000 | 0 | 0 | ||
| QUIDEL CORP | NOTE 3.250%12/1 | 74838JAA9 | 6,017 | 6,500,000 | SH | SOLE | 6,500,000 | 0 | 0 | ||
| RENEWABLE ENERGY GROUP INC | MTNF 2.750% 6/1 | 75972AAA1 | 5,164 | 6,000,000 | SH | SOLE | 6,000,000 | 0 | 0 | ||
| SPECTRANETICS CORP | MTNF 2.625% 6/0 | 84760CAA5 | 1,887 | 2,500,000 | SH | SOLE | 2,500,000 | 0 | 0 | ||
| TTM TECHNOLOGIES INC | NOTE 1.750%12/1 | 87305RAD1 | 6,129 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||
| VIPSHOP HLDGS LTD | NOTE 1.500% 3/1 | 92763WAA1 | 5,582 | 5,000,000 | SH | SOLE | 5,000,000 | 0 | 0 | ||
| WEB COM GROUP INC | NOTE 1.000% 8/1 | 94733AAA2 | 6,562 | 7,000,000 | SH | SOLE | 7,000,000 | 0 | 0 | ||